Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-28
Long Contract: 3
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.17 2005-05-27 0.11

-0.06

2006 2006-05-15 1.32 2006-05-26 1.55

0.23

2007 2007-05-15 1.77 2007-05-25 1.83

0.06

2008 2008-05-15 2.16 2008-05-28 2.26

0.1

2009 2009-05-15 1.15 2009-05-28 1.3

0.15

2010 2010-05-17 1.54 2010-05-28 1.69

0.15

2011 2011-05-16 1.32 2011-05-27 1.42

0.1

2012 2012-05-15 1.32 2012-05-25 1.45

0.13

2013 2013-05-15 -1.24 2013-05-28 -0.72

0.52

2014 2014-05-15 0.08 2014-05-28 0.49

0.41

2015 2015-05-15 0.49 2015-05-28 0.41

-0.08

2016 2016-05-16 0.57 2016-05-27 0.85

0.28

2017 2017-05-15 0.63 2017-05-26 0.79

0.16

2018 2018-05-15 1.27 2018-05-25 1.36

0.09

2019 2019-05-15 1.22 2019-05-28 1.16

-0.06

2020 2020-05-15 1.09 2020-05-28 1.15

0.06